Pages that link to "Item:Q1037440"
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The following pages link to Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models (Q1037440):
Displaying 5 items.
- Hidden Markov models for scenario generation (Q3534992) (← links)
- Conditionally heteroscedastic factorial HMMs for time series in finance (Q3607871) (← links)
- Forecasting portfolio-Value-at-Risk with mixed factorial hidden Markov models (Q5147625) (← links)
- Forecasting with non-homogeneous hidden Markov models (Q5917857) (← links)
- Forecasting with non-homogeneous hidden Markov models (Q5970616) (← links)